Tutorials on automated trading

[frostyengine]

This website has a lot of programming and trading related tutorials. However, there just links you can find anywhere, but is nice to see them all in one place. What makes it a good resource however are the tutorials specific to automating your trading strategy. Such as currently they have tutorials for how to connect to TWS using the api with Visual Basic and C# and supposedly have a lot more tutorials like that currently in the works. http://www.stockbotprogramming.com

 

[A Dashing Blade]

If this is the same Frosty who posts on ET then kudos is due Sir!

 

[TWI]

Thanks some good information on the site.

 

[frostyengine]

A Dashing Blade,

Yes I am the same frosty from ET. Hope you enjoy the site. Btw, they just now uploaded a tutorial describing how to connect to TWS using Java and how to connect to TWS using C++. These tutorials should provide a pretty good foundation for people planning to automate their trading strategies in those languages.

 

[A Dashing Blade]

Currently in the process of building a serious Heath Robinson solution using DDE from eSignal into Excel, decision algo written in vba then using the ninja Com to send trades to my broker.

 

[TWI]

Currently in the process of building a serious Heath Robinson solution using DDE from eSignal into Excel, decision algo written in vba then using the ninja Com to send trades to my broker.

One improvement I can suggest is to avoid DDE and use RTD as it is far more efficient.

 

[A Dashing Blade]

One improvement I can suggest is to avoid DDE and use RTD as it is far more efficient.

Absolutely, the ability to capture the event rather than fire off a macro everytime the DDE link gets updated is SOP in a proper environmenty, but eSignal doesn't support RTD & looks like has no planes to do so.

 

[dcraig1]

Absolutely, the ability to capture the event rather than fire off a macro everytime the DDE link gets updated is SOP in a proper environmenty, but eSignal doesn't support RTD & looks like has no planes to do so.

OpenTick has RTD and is "almost" free. Exchange fees only for real time US stocks, futures and options. Up to 1000 symbols limit.

 

[A Dashing Blade]

OpenTick has RTD and is "almost" free. Exchange fees only for real time US stocks, futures and options. Up to 1000 symbols limit.

Hmmmmm, cost not an issue, need Stoxx & Dax on Eurex tho'

 

[frostyengine]

Since I originally posted the url http://www.stockbotprogramming.com 10 new tutorials have been added. All 10 of the tutorials deal with using Interactive Broker's API for doing things such as getting historical quotes, and getting live quotes. Languages covered by the new tutorials include c++, visual basic, c# and java.

Hope everyone is enjoying this new resource.